+276.5%
CAH vs WING
+405.9%
-129.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +5.4% | -3.9% | +9.2% | +5.7% |
| 30D | +3.3% | -11.6% | +14.9% | +4.3% |
| 3M | +22.8% | -24.2% | +47.0% | +25.2% |
| 6M | +11.3% | -54.1% | +65.3% | +18.1% |
| YTD | +21.1% | -53.9% | +75.0% | +27.8% |
| 1Y | +67.2% | -64.4% | +131.6% | +80.1% |
| 3Y | +195.6% | -30.2% | +225.8% | +186.8% |
| 5Y | +413.8% | -34.1% | +448.0% | +388.1% |
| 10Y | +309.6% | +342.1% | -32.6% | +184.9% |
| All | +276.5% | +405.9% | -129.3% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling